短期课程《财务会计中的应用计量经济学

oximately6-8problemsetsfortheclass.TermProject–Thetermpaperwouldbereplicationofanexistingpaper.mentontheeconometricsaspect,includingthehypotheses,specifications,andinterpretations.mentswouldincludeallaspectsandsuggestalternativemethodsforimprovementsGrading:ProblemSets/HW?40%Participation 10%TermProject 50%-------100%课程大纲CourseOutline:IntroductiontoEmpiricalResearchEventStudiesBasicRegressionAnalysisforCross-SectionData:InferenceFurtherIssuesinMultipleRegression:Specifications,Residualanalysis,andRobustInferences,ModelSelection,DataMining,andtheirEffectsNonparametricRegressionmethodsEndogeneityandInstrumentalVariablesBriefIntroductiontoTimeSeriesandVectorAutoregressionPanelDatawithUnobservedEffectsandSerialCorrelationBinaryDataandCountDataSurvivalAnalysisCensoredData,SampleSelectionProblem